Indexes

Message Layouts
Session
PreTrade
Trade
PostTrade
Infrastructure

Groups

Name
ID
Category
Description
Pedigree
LegStipulations1007CommonThe LegStipulations component block has the same usage as the Stipulations component block, but for a leg instrument in a multi-legged security.Added FIX.4.4
NestedParties1008CommonThe NestedParties component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.Added FIX.4.3
Updated EP282
Parties1012CommonThe Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entites to be expressed through use of the PartyRole field and identifies the source of the PartyID through the the PartyIDSource.Added FIX.4.3
PositionAmountData1014CommonThe PositionAmountData component block is used to report netted amounts associated with position quantities. In the listed derivatives market the amount is generally expressing a type of futures variation or option premium. In the equities market this may be the net pay or collect on a given position.Added FIX.4.4
PositionQty1015CommonThe PositionQty component block specifies the various types of position quantity in the position life-cycle including start-of-day, intraday, trade, adjustments, and end-of-day position quantities. Quantities are expressed in terms of long and short quantities.Added FIX.4.4
SettlParties1017CommonThe SettlParties component block is used in a similar manner as Parties Block within the context of settlement instruction messages to distinguish between parties involved in the settlement and parties who are expected to execute the settlement process.Added FIX.4.4
Stipulations1019CommonThe Stipulations component block is used in Fixed Income to provide additional information on a given security. These additional information are usually not considered static data information.Added FIX.4.3
TrdRegTimestamps1020CommonThe TrdRegTimestamps component block is used to express timestamps for an order or trade that are required by regulatory agencies These timesteamps are used to identify the timeframes for when an order or trade is received on the floor, received and executed by the broker, etc.Added FIX.4.4
UnderlyingStipulations1023CommonThe UnderlyingStipulations component block has the same usage as the Stipulations component block, but for an underlying security.Added FIX.4.4
NestedParties21009CommonThe NestedParties2 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties2 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.Added FIX.4.4
Updated EP282
NestedParties31010CommonThe NestedParties3 component block is identical to the Parties Block. It is used in other component blocks and repeating groups when nesting will take place resulting in multiple occurrences of the Parties block within a single FIX message. Use of NestedParties3 under these conditions avoids multiple references to the Parties block within the same message which is not allowed in FIX tag/value syntax.Added FIX.4.4
Updated EP282
AffectedOrdGrp2001OrderMassHandlingAdded FIX.4.4
Updated EP131
AllocAckGrp2002AllocationThis repeating group is optionally used for messages with AllocStatus(87) = 2 (Account level reject), to provide details of the individual accounts that were accepted or rejected. In the case of a reject, the reasons for the rejection should be specified.Added FIX.4.4
Updated EP196
AllocGrp2003AllocationThe AllocGrp component conveys the details of each account when a trade (or block trade) is allocated into one or more accounts.Added FIX.4.4
Updated EP291
BidCompReqGrp2004ProgramTradingAdded FIX.4.4
BidCompRspGrp2005ProgramTradingAdded FIX.4.4
BidDescReqGrp2006ProgramTradingAdded FIX.4.4
ClrInstGrp2007CommonAdded FIX.4.4
CollInqQualGrp2008CollateralManagementAdded FIX.4.4
CompIDReqGrp2009CommonAdded FIX.4.4
CompIDStatGrp2010CommonAdded FIX.4.4
ContAmtGrp2011CommonAdded FIX.4.4
ContraGrp2012CommonAdded FIX.4.4
CpctyConfGrp2013ConfirmationAdded FIX.4.4
Updated EP97
ExecAllocGrp2014CommonThis repeating group is used to identify individual executions or trades, including key fields such as quantity and price of the execution or trade, that are part of the allocation.Added FIX.4.4
Updated EP279
ExecCollGrp2015CollateralManagementAdded FIX.4.4
InstrmtGrp2017CommonAdded FIX.4.4
InstrmtLegExecGrp2018CommonAdded FIX.4.4
InstrmtLegGrp2019CommonAdded FIX.4.4
Updated EP192
InstrmtLegIOIGrp2020CommonAdded FIX.4.4
InstrmtLegSecListGrp2021CommonAdded FIX.4.4
InstrmtMDReqGrp2022CommonAdded FIX.4.4
InstrmtStrkPxGrp2023ProgramTradingAdded FIX.4.4
IOIQualGrp2024IndicationAdded FIX.4.4
LegOrdGrp2025CommonAdded FIX.4.4
Updated EP171
LegPreAllocGrp2026CommonAdded FIX.4.4
LegQuotGrp2027QuotationNegotiationAdded FIX.4.4
LegQuotStatGrp2028QuotationNegotiationAdded FIX.4.4
LinesOfTextGrp2029CommonAdded FIX.4.4
ListOrdGrp2030ProgramTradingAdded FIX.4.4
MDFullGrp2031MarketDataAdded FIX.4.4
MDIncGrp2032MarketDataAdded FIX.4.4
MDReqGrp2033MarketDataAdded FIX.4.4
MDRjctGrp2034MarketDataAdded FIX.4.4
MiscFeesGrp2035CommonThe MiscFeesGrp component is used to provide details of trade and transaction fees other than commissions, e.g. regulatory, exchange, taxes, levies, markup, trade reporting, etc. In the context of ESMA RTS 27 Best Execution Reporting, it may also be used to collect and publish the nature and level of current venue fees, rebates and payouts. Use MiscFeeQualifier(2712) to communicate whether the fee affects trade economics.Added FIX.4.4
Updated EP254
OrdAllocGrp2036CommonAdded FIX.4.4
OrdListStatGrp2037ProgramTradingAdded FIX.4.4
PosUndInstrmtGrp2038PositionMaintenanceAdded FIX.4.4
PreAllocGrp2039CommonAdded FIX.4.4
PreAllocMlegGrp2040CommonAdded FIX.4.4
QuotCxlEntriesGrp2041QuotationNegotiationAdded FIX.4.4
QuotEntryAckGrp2042QuotationNegotiationAdded FIX.4.4
QuotEntryGrp2043QuotationNegotiationAdded FIX.4.4
QuotQualGrp2044QuotationNegotiationAdded FIX.4.4
QuotReqGrp2045QuotationNegotiationAdded FIX.4.4
QuotReqLegsGrp2046QuotationNegotiationAdded FIX.4.4
QuotReqRjctGrp2047QuotationNegotiationAdded FIX.4.4
QuotSetAckGrp2048QuotationNegotiationAdded FIX.4.4
QuotSetGrp2049QuotationNegotiationAdded FIX.4.4
RelSymDerivSecGrp2050SecuritiesReferenceDataAdded FIX.4.4
Updated EP97
RFQReqGrp2051QuotationNegotiationAdded FIX.4.4
RgstDistInstGrp2052RegistrationInstructionAdded FIX.4.4
RgstDtlsGrp2053RegistrationInstructionAdded FIX.4.4
RoutingGrp2054CommonThe RoutingGrp is used to allow the application message sender to instruct the intermediary distributing the message who to further send the application message to. The original sender may also instruct who is not allowed to receive the message. When provided, the routing instructions provided in this component are effective on a message by message basis.Added FIX.4.4
Updated EP257
SecListGrp2055SecuritiesReferenceDataAdded FIX.4.4
Updated EP97
SecTypesGrp2056SecuritiesReferenceDataAdded FIX.4.4
Updated EP97
SettlInstGrp2057SettlementInstructionAdded FIX.4.4
SideCrossOrdCxlGrp2058CrossOrdersAdded FIX.4.4
SideCrossOrdModGrp2059CrossOrdersAdded FIX.4.4
TrdAllocGrp2060TradeCaptureAdded FIX.4.4
Updated EP97
TrdCapRptSideGrp2061TradeCaptureAdded FIX.4.4
TrdCollGrp2062CollateralManagementAdded FIX.4.4
Updated EP97
TrdInstrmtLegGrp2063TradeCaptureAdded FIX.4.4
TrdgSesGrp2064CommonAdded FIX.4.4
UndInstrmtCollGrp2065CollateralManagementAdded FIX.4.4
UndInstrmtGrp2066CommonAdded FIX.4.4
Updated EP192
TrdCapDtGrp2069TradeCaptureAdded FIX.4.4
EvntGrp2070CommonThe EvntGrp is a repeating subcomponent of the Instrument component used to specify straightforward events associated with the instrument. Examples include put and call dates for bonds and options; first exercise date for options; inventory and delivery dates for commodities; start, end and roll dates for swaps. Use ComplexEvents for more advanced dates such as option, futures, commodities and equity swap observation and pricing events.Added FIX.4.4
Updated EP208
SecAltIDGrp2071CommonAdded FIX.4.4
LegSecAltIDGrp2072CommonAdded FIX.4.4
UndSecAltIDGrp2073CommonAdded FIX.4.4
AttrbGrp2074CommonAdded FIX.4.4
DlvyInstGrp2075CommonAdded FIX.4.4
SettlPtysSubGrp2076CommonAdded FIX.4.4
PtysSubGrp2077CommonAdded FIX.4.4
NstdPtysSubGrp2078CommonAdded FIX.4.4
HopGrp2085SessionAdded EP-1
Updated EP95
NstdPtys2SubGrp2079CommonAdded FIX.4.4
NstdPtys3SubGrp2080CommonAdded FIX.4.4
StrategyParametersGrp2086CommonAdded EP-1
Updated EP95
SecLstUpdRelSymGrp2087SecuritiesReferenceDataAdded EP-1
Updated EP97
SecLstUpdRelSymsLegGrp2088SecuritiesReferenceDataAdded EP-1
Updated EP97
UnderlyingAmount1026PositionMaintenanceThe UnderlyingAmount component block is used to supply the underlying amounts, dates, settlement status and method for derivative positions.Added EP-1
Updated EP97
ExpirationQty1027PositionMaintenanceThe ExpirationQty component block identified the expiration quantities and type of expiration.Added EP-1
Updated EP97
InstrumentParties1032CommonThe use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.Added EP-1
InstrumentPtysSubGrp2093CommonAdded EP-1
SideTrdRegTS1028TradeCaptureThe SideTrdRegTS component block is used to convey trading or regulatory timestamps associated with one side of a multi-sided trade event.Added EP-1
Updated EP141
TrdCapRptAckSideGrp2094TradeCaptureAdded EP-1
UndlyInstrumentParties1033CommonThe use of this component block is restricted to instrument definition only and is not permitted to contain transactional information. Only a specified subset of party roles will be supported within the InstrumentParty block.Added EP-1
UndlyInstrumentPtysSubGrp2096CommonAdded EP-1

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